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  • PM vs GWRE✓SelectedUSD · GWREPM vs GWRE performance historyLatest closeAs of+0.53%09/09
Stock and ETF performance explorer

PM vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+376.4%
GWRE return
+749.2%
Excess return
-372.8%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+0.5%-5.0%+5.5%+1.0%
7D-1.2%-26.2%+25.0%+1.3%
30D-0.2%-17.8%+17.6%+1.3%
3M+4.9%+14.2%-9.3%+3.0%
6M+9.0%-12.9%+21.9%+9.1%
YTD+17.8%-29.2%+47.0%+20.1%
1Y+16.8%-44.4%+61.2%+22.1%
3Y+125.4%+51.1%+74.4%+106.7%
5Y+128.7%+16.5%+112.2%+113.3%
10Y+211.8%+131.6%+80.2%+164.2%
All+376.4%+749.2%-372.8%+271.3%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling